Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51769.18 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48562.76 Kr¶

PnL: ---------------------------------------> -517.41 Kr¶

DD now: ---------------------------------> -0.277 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 17:10:32.637515'

Anic Portfolio¶

Today¶

Return: 8.925 %¶

This Week¶

Return: 8.925 %¶

Total¶

Return: 69.479 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.460000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 0.630000 3536.840000 82.840000 2.400000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
AcadeMedia 12 2.320000 592.800000 35.800000 6.430000 557.000004
Resurs Holding 22 -0.470000 607.200000 33.200000 5.780000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.630000 385.400000 30.400000 8.560000 355.000000
Swedbank A 3 0.250000 590.850000 26.850000 4.760000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.530000 539.600000 12.600000 2.390000 527.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.220000 580.800000 10.800000 1.890000 570.000000
Midsona B 63 4.110000 590.940000 7.940000 1.360000 582.999984
Corem Property Group B 59 -4.900000 583.510000 6.510000 1.130000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.460000 542.750000 -3.250000 -0.600000 546.000000
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
CTEK 13 0.740000 513.370000 -20.630000 -3.860000 533.999999
International Petroleum Corp. 5 -0.610000 570.500000 -24.070000 -4.050000 594.565215
Essity B 2 2.880000 549.800000 -24.200000 -4.220000 574.000000
Beijer Electronics Group 27 5.790000 3056.400000 -26.400000 -0.860000 3082.800006
Fasadgruppen Group 38 2.660000 4111.600000 -28.200000 -0.680000 4139.799990
Essity A 4 2.790000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 2.070000 565.530000 -47.470000 -7.740000 612.999432
OX2 22 0.930000 1783.100000 -205.100000 -10.320000 1988.199994
Axfood 15 1.650000 4066.500000 -232.300000 -5.400000 4298.800005
Ovzon 64 -0.750000 3398.400000 -596.000000 -14.920000 3994.400000
TOTAL 48562.760000 -517.410000 -0.27685% 49080.164634

Updated:¶

'2023-01-30 17:10:45.931337'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶